Immunosenescence corresponds to the progressive decline of immune functions with increasing age. Although it is critical to understand what modulates such a decline, the ecological and physiological drivers of immunosenescence remain poorly understood in the wild. Among them, the level of glucocorticoids (GCs) during early life are good candidates to modulate immunosenescence patterns because these hormones can have long-term consequences on individual physiology. Indeed, GCs act as regulators of energy allocation to ensure allostasis, are part of the stress response triggered by unpredictable events and have immunosuppressive effects when chronically elevated. We used longitudinal data collected over two decades in two populations of roe deer (Capreolus capreolus) to test whether higher baseline GC levels measured within the first year of life were associated with a more pronounced immunosenescence and parasite susceptibility. We first assessed immunosenescence trajectories in these populations facing contrasting environmental conditions. Then, we found that juvenile GC levels can modulate lymphocyte trajectory. Lymphocyte depletion was accelerated late in life when GCs were elevated early in life. Although the exact mechanism remains to be elucidated, it could involve a role of GCs on thymic characteristics. In addition, elevated GC levels in juveniles were associated with a higher abundance of lung parasites during adulthood for individuals born during bad years, suggesting short-term negative effects of GCs on juvenile immunity, having in turn long-lasting consequences on adult parasite load, depending on juvenile environmental conditions. These findings offer promising research directions in assessing the carry-over consequences of GCs on life-history traits in the wild.